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Benchmarking an allocation to the foreign sub-portfolio from a South African perspective

Rudolph, Josiah; Bradfield, D. J. - In: Journal for studies in economics and econometrics : SEE 47 (2023) 4, pp. 408-423

Persistent link: https://www.econbiz.de/10014438300

The role of South African property in balanced portfolios

Bradfield, D. J.; Gopi, Yashin; Tshivhinda, Joan - In: South African journal of accounting research 29 (2015) 1/2, pp. 51-70

Persistent link: https://www.econbiz.de/10011688519

The role of gold bullion in South African balanced portfolios

Bradfield, D. J.; Munro, B. - In: South African journal of accounting research 30 (2016) 1/2, pp. 172-186

Persistent link: https://www.econbiz.de/10011688892

A comment on "portfolio rebalancing in South Africa"

Bradfield, D. J.; Barr, Graham D. I. - In: South African journal of accounting research 29 (2015) 1/2, pp. 197-203

Persistent link: https://www.econbiz.de/10011690980

The number of stocks required for effective portfolio diversification : the South African case

Bradfield, D. J.; Munro, Brian - In: South African journal of accounting research 31 (2017) 1, pp. 44-59

Persistent link: https://www.econbiz.de/10011757726

An examination of the power of Univariate tests of the CAPM: A simulation approach

Affleck-Graves, J. F.; Bradfield, D. J. - In: Journal of Economics and Business 45 (1993) 1, pp. 17-33

Persistent link: https://www.econbiz.de/10005301778

The long-run performance of stock returns following debt offerings

Spiess, D. Katherine; Affleck-Graves, John - In: Journal of Financial Economics 54 (1999) 1, pp. 45-73

Persistent link: https://www.econbiz.de/10005376782

Nonnormalities and Tests of Asset Pricing Theories.

Affleck-Graves, John; McDonald, Bill - In: Journal of Finance 44 (1989) 4, pp. 889-908

The robustness of the multivariate tests of Michael R. Gibbons, Stephen A. Ross, and Jay Shanken (1986) to nonnormalities in the residual covariance matrix is examined. After considering the relative performance of various tests of normality, simulation techniques are used to determine the...

Persistent link: https://www.econbiz.de/10005214159

Trading Mechanisms and the Components of the Bid-Ask Spread.

Affleck-Graves, John; Hegde, Shantaram P; Miller, Robert E - In: Journal of Finance 49 (1994) 4, pp. 1471-88

The authors compare the relative magnitudes of the components of the bid-ask spread for New York Stock Exchange (NYSE)/American Stock Exchange (AMEX) stocks to those of National Association of Securities Dealers Automated Quotations (NASDAQ)/National Market System (NMS) stocks. They find that...

Persistent link: https://www.econbiz.de/10005334543

The impact of hedging on the market value of equity

Nelson, James M.; Moffitt, Jacquelyn Sue; … - In: Journal of Corporate Finance 11 (2005) 5, pp. 851-881

Persistent link: https://www.econbiz.de/10005286158